Something I'm working on for Wyrmsun. Besides the usual persistent heroes, the player will be able to create persistent custom heroes for use in quest scenarios. Here's a screenshot of the custom hero creation interface:

I suppose it will be possible to add custom icons as well if the player has one?

Not through the normal interface (since doing that would allow the player to choose icons which would have nothing to do with the unit type in question), but it is possible by editing the new /wyr/heroes.lua file where heroes are saved. Using the "Icon" field allows setting an icon specific for that hero, and it is also possible to set a "HeroicIcon" (an icon the character uses if it is level 3 or higher).